+469.0%
CVX vs SPXL
+7,736.1%
-7,267.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | +3.3% | +0.1% | +3.3% | +3.3% |
| 30D | +12.9% | -0.9% | +13.8% | +13.0% |
| 3M | +11.7% | +2.0% | +9.7% | +9.6% |
| 6M | +14.1% | +33.5% | -19.4% | +1.2% |
| YTD | +40.7% | +32.2% | +8.5% | +24.6% |
| 1Y | +37.5% | +48.9% | -11.4% | +16.2% |
| 3Y | +43.9% | +222.9% | -178.9% | -12.7% |
| 5Y | +161.5% | +140.7% | +20.7% | +57.4% |
| 10Y | +215.1% | +1,192.7% | -977.5% | -12.7% |
| All | +469.0% | +7,736.1% | -7,267.1% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling